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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -111,202 -59,258 -1.466336 -0.385480
1 equities 1170E1 VIX FUTURES -24,592 -4,330 1.812103 1.454551
2 equities 239742 RUSSELL E-MINI -28,507 -14,921 0.654588 0.354709
3 equities 12460+ DJIA Consolidated 6,739 5,488 -0.254031 -0.738504
4 equities 209742 NASDAQ MINI 13,195 886 1.132812 0.901094
5 equities 240741 NIKKEI STOCK AVERAGE -2,391 -2,316 0.375120 0.307488
6 rates 043602 UST 10Y NOTE -864,483 -133,497 -1.918583 -2.389952
7 rates 044601 UST 5Y NOTE -1,740,785 -53,397 -1.744915 -1.781826
8 rates 042601 UST 2Y NOTE -1,155,491 -46,338 -0.151475 -0.827724
9 rates 020601 UST BOND -7,353 5,723 0.527432 0.719379
10 rates 045601 FED FUNDS -136,512 -45,221 -0.546186 -0.529689
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 17,594 -943 0.639823 1.266768
13 currencies 097741 JAPANESE YEN 22,770 -284 1.842634 2.638613
14 currencies 099741 EURO FX 79,979 35,079 1.713290 1.617139
15 currencies 096742 BRITISH POUND 75,560 23,620 0.136642 0.645380
16 currencies 232741 AUSTRALIAN DOLLAR -37,253 4,927 -0.206298 0.671225
17 currencies 090741 CANADIAN DOLLAR -164,939 15,504 -0.751043 -1.259258
18 currencies 095741 MEXICAN PESO 35,310 -15,387 -1.327165 -1.897992
19 currencies 112741 NZ DOLLAR -13,769 1,855 -1.202986 -1.063270
20 currencies 092741 SWISS FRANC -26,896 -4,221 1.345135 0.610332
21 commodities 133741 BITCOIN -432 -659 0.541659 0.597927
22 commodities 06765T BRENT LAST DAY -18,526 -973 0.291195 0.406462
23 commodities 088691 GOLD 299,784 24,563 2.234531 1.871264
24 commodities 085692 COPPER- #1 17,634 3,838 -1.368504 -0.773237
25 commodities 023651 NAT GAS NYME -81,839 555 0.782942 1.147976
26 commodities 111659 GASOLINE RBOB 18,601 3,657 -1.283525 -1.555937
27 commodities 022651 NY HARBOR ULSD 9,701 191 -1.132019 -0.663288
28 commodities 084691 SILVER 44,363 5,918 -0.708780 -0.151719
29 commodities 076651 PLATINUM 13,223 3,294 -0.792857 -0.240555
30 commodities 002602 CORN -178,131 -3,473 0.041259 0.085026
31 commodities 005602 SOYBEANS -177,385 -6,165 -0.824150 -0.768780
32 commodities 001602 WHEAT-SRW -34,142 14,436 0.499311 0.615585
33 commodities 001612 WHEAT-HRW -27,033 -3,472 -0.478897 -0.104911
34 commodities 057642 LIVE CATTLE 64,711 -2,028 -1.822437 -1.339035
35 commodities 054642 LEAN HOGS 18,631 5,253 -0.036689 -0.874393
36 commodities 080732 SUGAR NO. 11 -9,275 -20,234 -0.751434 -1.123917
37 commodities 033661 COTTON NO. 2 -39,097 -2,955 -1.382980 -1.163985
38 commodities 083731 COFFEE C 64,163 5,733 -0.305393 0.088122
39 commodities 073732 COCOA 21,163 -68 0.116197 -0.317083
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,355 720 -0.544374 0.366791

Plotting plotly¶

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